+110.9%
CF vs RVMD
+425.4%
-314.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.2% |
| 7D | +4.8% | -10.4% | +15.2% | +5.0% |
| 30D | +4.7% | -11.0% | +15.7% | +4.9% |
| 3M | +7.4% | -14.7% | +22.1% | +7.7% |
| 6M | +0.6% | +14.9% | -14.3% | -0.1% |
| YTD | +64.1% | +116.3% | -52.2% | +57.9% |
| 1Y | +51.4% | +167.6% | -116.2% | +43.9% |
| 3Y | +67.8% | +776.8% | -709.0% | +47.1% |
| All | +110.9% | +425.4% | -314.5% | +85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RVMD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling